+1,178.8%
LNG vs MAS
+980.5%
+198.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | +14.9% | -5.6% | +20.4% | +16.9% |
| 3M | +21.4% | +4.4% | +16.9% | +17.7% |
| 6M | +17.8% | +7.2% | +10.6% | +11.6% |
| YTD | +51.3% | +16.1% | +35.2% | +38.4% |
| 1Y | +24.4% | +0.1% | +24.3% | +19.7% |
| 3Y | +79.7% | +28.3% | +51.4% | +52.4% |
| 5Y | +241.3% | +30.5% | +210.9% | +177.6% |
| 10Y | +603.1% | +139.1% | +464.0% | +332.2% |
| All | +1,178.8% | +980.5% | +198.4% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling